Our 2018 Econometrics Summer School, Cambridge will be held at University of Cambridge. The School comprises 3x 2-day econometrics short courses delivered by leading Econometricians from the University of Cambridge: Prof. Andrew Harvey, Prof. Sean Holly and Dr. Melvyn Weeks.

The three courses comprising the School are - Microeconometrics / Time Series Analysis & Modelling / Macroeconomic Modelling & Forecasting.

Join us for our fourth annual Stata Winter School, comprising four individual Stata courses providing attendees with the flexibility to register only for the courses that they find most relevant to their research interests. The individual courses will cover: Introduction to Stata, Regression analysis & causality, Panel Data, Discrete Choice Models and Count Data Models.

This web based EViews training course will provide an introduction to EViews programming to users interested in writing basic to intermediate programs to automate and simplify tasks related to data management, statistics and model building.

This 3-day short-course using EViews provides an essential review of macroeconomic modelling and forecasting techniques. The course focuses on modern forecasting methods and is relevant to researchers who work at Central Banks, Government departments, hedge funds, commercial companies or as an academic researcher

This is an intermediate to advanced course on the practice (and some elements on the theory) of Vector AutoRegression Modelling.

The course will cover: stationary VARs, starting from the basics and tackling more advanced techniques such as dealing with over-parameterisation via Bayesian estimation; non stationary VARs and Johansen approach to cointegration; and structural VARs, and what can be done in EViews 9, will also be explored.

This two-day course will introduce participants to a number of estimators and concepts that represent central aspects of microeconometrics. The principle topics covered include static and dynamic panel Data models, the linear regression model, programme evaluation and treatment effects, and instrumental variable estimators.

This web-based half-day training course provides a complete introduction to Stata and is ideal for the new or beginner level user who wants to have a head start and learn how to use Stata efficiently.

The course introduces Stata’s most popular and useful commands and procedures to import, manipulate, transform and manage data as well as how to export results to commonly used file formats. Stata do-files, log files and also graphics are covered briefly in the final session.